Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125095.306 | 26897.8483 | 98197.4576 | 106535.1929 | -35761.7536 | 142296.9465 |
Total P&L (%) | 125.0953 | 26.8978 | 98.1975 | 106.5352 | -35.7618 | 142.2969 |
Avg Daily Profit (%) | 0.2402 | 0.0516 | 0.1885 | 0.1394 | -0.0849 | 0.1701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68781 | -63648 | -37261 | -185162 | -129308 | -93083 |
Profit Factor | 1.2662 | 1.0921 | 1.5521 | 1.1307 | 0.9302 | 1.4701 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 145 | 65 | 80 | 145 | 65 | 80 |
Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
Profitability (%) | 67.1296 | 60.1852 | 74.0741 | 67.1296 | 60.1852 | 74.0741 |
Ratio Avg Win / Avg Loss | 0.62 | 0.7225 | 0.5432 | 0.5536 | 0.6154 | 0.5145 |
Largest Winning Trade | 23299 | 23299 | 15664 | 30110 | 23235 | 30110 |
Largest Losing Trade | -25892 | -25892 | -21456 | -45435 | -44507 | -45435 |
Avg Bars in Trades | 112 | 119 | 106 | 112 | 119 | 106 |
Avg Bars in Winners | 65 | 54 | 74 | 65 | 54 | 74 |
Avg Bars in Losers | 209 | 216 | 198 | 209 | 216 | 198 |
Bars Traded | 24371 | 12876 | 11495 | 24371 | 12876 | 11495 |
Profit Streak | 2.7749 | 10.0249 | 2.7749 | 2.7749 | 10.0249 | 2.7749 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304595 | -246139 | 312640 | -83179 | -578710 | 288919 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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